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April 10th, 2015, 08:47 AM  #1 
Newbie Joined: Apr 2015 From: Iran Posts: 2 Thanks: 0  Derivative of a scalar function w.r.t. a matrix
I need to calculate derivative of the following function with respect to matrix X: $\displaystyle f(X)=diag(X^TX)_2^2$ where $\displaystyle diag()$ returns diagonal elements of a matrix into a vector. How can I calculate $\displaystyle \frac {\partial f(X)} {\partial X}$? Thanks in advance! Last edited by mnnejati; April 10th, 2015 at 08:49 AM. 

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derivative, function, matrix, matrix calculus, scalar, wrt 
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